I think getting your bike stolen in NYC comes down to how where and how you like up your bike.
I live in a decent part of brooklyn, and I'd lock my bike up on the street for up to 15 minutes with just a U-lock. Any longer than that and i'd cable lock my seat too.
It just depends what street, and how much foot traffic goes through.
Get a really good lock and you'd be fine leave it locked on the street a decent amount of time.
Just don't do this at night, on a side street....esp overnight... consider it gone.
I wouldn't sweat it too much. Just make sure you use your head.
And if you have a nice saddle, use a cable lock. Not too many thieves will go through the trouble of trying to break that lock to steal a seat, when there are many more bikes unguarded in that respect.